Maximum Likelihood Optimal Estimator of Continuous Nonlinear Dynamic Systems

被引：0

作者：

Rusnak, Ilan ^{[1
,2
]}

机构：

[1] RAFAEL, IL-3102102 Haifa, Israel

[2] Technion Israel Inst Technol, Fac Elect Engn, IL-32000 Haifa, Israel

来源：

2014 IEEE 28TH CONVENTION OF ELECTRICAL & ELECTRONICS ENGINEERS IN ISRAEL (IEEEI) | 2014年

关键词：

optimal estimator; nonlinear system; maximum likelihood; nonlinear estimator;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The Joint Maximum Likelihood criterion is used to derive the optimal estimator for continuous nonlinear systems with nonlinear dynamics and measurement. The solution is explicit and gives recursive formulas of the optimal estimator. The computation of the estimator's gains needs the solution of non-symmetric Differential Matrix Riccati Equation (DMRE). For linear systems this solution constitutes the structure of the Kalman Filter.

引用

页数：5

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